Market Data WebSocket

Messages

{
  "type": "request",
  "id": "auth-001",
  "payload": {
    "method": "POST",
    "path": "/auth",
    "body": {
      "token": "eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9.eyJzdWIiOiJ1c2VyLTEyMzQ1IiwiZXhwIjoxNzAxNDUzNjAwfQ.signature"
    }
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 190.04,
      "askPrice": 190.06,
      "midPrice": 190.05,
      "spread": 0.02,
      "quoteTimestamp": 1701450001000
    },
    "timestamp": 1701450001123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "level2nOB",
    "symbol": "AAPL",
    "data": {
      "orderBook": [
        "0:150.24:200",
        "500:150.26:0"
      ],
      "quotes": [
        "NSDQ:150.26:500:150.25:400",
        "NYSE:150.27:200:150.24:200"
      ],
      "symbol": "AAPL",
      "timestamp": "2025-12-29T05:18:33.600000-05:00"
    },
    "timestamp": 1701450000123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "timeAndSales",
    "symbol": "AAPL",
    "data": {
      "symbol": "AAPL",
      "price": "189.95",
      "size": "100",
      "tick": "up",
      "tradeSeq": "123456789",
      "tradeExchange": "Q",
      "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00"
    },
    "timestamp": 1701450001123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "greeks",
    "symbol": "XSP281215C00920000",
    "data": {
      "delta": 0.531,
      "gamma": 0.0391,
      "impliedVolatility": 0.2788,
      "symbol": "XSP281215C00920000",
      "theta": -0.0249,
      "rho": 0.004,
      "timestamp": "2026-02-13T15:08:22.10+05:30",
      "vega": 0.1618
    },
    "timestamp": 1770975502651
  }
}

{
  "type": "event",
  "payload": {
    "action": "refreshAuth",
    "data": {
      "message": "authentication expires soon, please re-authenticate",
      "expiresIn": 300000
    },
    "timestamp": 1701450000123
  }
}

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 189.94,
      "bidSize": 100,
      "askPrice": 189.96,
      "askSize": 200,
      "midPrice": 189.95,
      "spread": 0.02,
      "quoteTimestamp": 1701450000000
    },
    "id": "sub-2",
    "timestamp": 1701450000123
  }
}

{
  "type": "response",
  "id": "req-expiry-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDates": [
        {
          "date": "2024-01-19"
        },
        {
          "date": "2024-01-26",
          "freq": "W"
        },
        {
          "date": "2024-02-16"
        }
      ]
    }
  }
}

{
  "type": "response",
  "id": "req-contracts-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDate": "2024-01-19",
      "calls": [
        {
          "symbol": "AAPL240119C00145000",
          "strikePrice": 145
        },
        {
          "symbol": "AAPL240119C00150000",
          "strikePrice": 150
        }
      ],
      "puts": [
        {
          "symbol": "AAPL240119P00145000",
          "strikePrice": 145
        },
        {
          "symbol": "AAPL240119P00150000",
          "strikePrice": 150
        }
      ]
    }
  }
}

{
  "type": "response",
  "id": "req-003",
  "timestamp": "2026-01-07T15:17:32Z",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "name": "Apple Inc.",
      "description": "Apple Inc. is a preeminent American multinational technology company renowned for its innovative consumer electronics, software, and online services.",
      "assetType": "Common Stock",
      "sector": "TECHNOLOGY",
      "industry": "CONSUMER ELECTRONICS",
      "address": "ONE APPLE PARK WAY, CUPERTINO, CA, UNITED STATES, 95014",
      "sicCode": "3663",
      "fiscalYearEnd": "September",
      "latestQuarter": "2025-09-30",
      "lastPrice": "261.9",
      "price": "261.968295",
      "openPrice": "263.59999999999997",
      "highPrice": "263.68",
      "lowPrice": "261.21",
      "closePrice": "262.428295",
      "netChange": "-0.45999999999999996",
      "bidPrice": "261.98",
      "bidSize": "400",
      "askPrice": "261.99",
      "askSize": "100",
      "midPrice": "261.985",
      "spread": "0.009999999999990905",
      "bidExchange": "NQEX|Nasdaq Exchange",
      "askExchange": "NQEX|Nasdaq Exchange",
      "tradeExchange": "NQNX|Nasdaq Trade Reporting Facility",
      "totalVolume": "10781409",
      "avgVolume4Weeks": "41245325",
      "tick": "-1",
      "tradeSeq": "13264647",
      "quoteTimestamp": "2026-01-07T10:16:56.961000-05:00",
      "tradeTimestamp": "2026-01-07T10:17:31.398000-05:00",
      "high52WeekPrice": "288.62",
      "high52WeekDate": "2025-12-03T00:00:00.000Z",
      "low52WeekPrice": "169.2101",
      "low52WeekDate": "2025-04-08T00:00:00.000Z",
      "movingAverage50Day": "269.52",
      "movingAverage200Day": "229.91",
      "marketCapitalization": "4021300494000",
      "sharesOutstanding": "14776353",
      "eps": "7.4",
      "EPSDiluted": "1.84",
      "dilutedEPSTTM": "7.4",
      "EPSLatest12Month": "89.690722",
      "EPS3YearGrowthRate": "12.566554",
      "EPS5YearGrowthRate": "19.982310000000002",
      "PE": "35.1689",
      "trailingPE": "36.62",
      "forwardPE": "33.0",
      "pegRatio": "2.769",
      "priceToBookRatio": "54.84",
      "priceToSalesRatioTTM": "9.66",
      "bookValue": "4.991",
      "beta": "1.107",
      "dividend": "0.26",
      "dividendPerShare": "1.02",
      "dividendYield": "0.0037",
      "revenueTTM": "416161006000",
      "revenuePerShareTTM": "27.84",
      "grossProfitTTM": "195201008000",
      "ebitda": "144748003000",
      "profitMargin": "0.269",
      "operatingMarginTTM": "0.317",
      "returnOnAssetsTTM": "0.23",
      "returnOnEquityTTM": "1.714",
      "evToRevenue": "9.82",
      "evToEBITDA": "28.24",
      "quarterlyEarningsGrowthYOY": "0.912",
      "quarterlyRevenueGrowthYOY": "0.079",
      "assets": "359241000",
      "liabilities": "285508000",
      "longTermDebt": "986570000",
      "alphaVantageUpdatedAt": "2025-12-23T11:29:26Z",
      "type": "ETRADE",
      "size": "1"
    }
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "marketStatus",
    "data": {
      "market": "open",
      "serverTime": "2026-05-13T10:30:00Z",
      "exchanges": {
        "nyse": "open",
        "nasdaq": "open"
      },
      "currencies": {
        "fx": "open"
      },
      "afterHours": false,
      "earlyHours": false
    },
    "timestamp": 1701450000123
  }
}

WSS

market

Key Features

Field-Level Subscriptions

Choose specific quote/trade fields or use wildcard * for all fields. Minimize bandwidth by requesting only the data you need.

Real-Time Updates

NDJSON message framing for optimal performance with millisecond-level latency.

Initial Snapshot

Get the current market state when you subscribe.

Multi-Symbol Support

Subscribe to multiple symbols in a single request for efficient batch subscriptions.

Equities & Options

Stream real-time data for stocks and option contracts using OSI symbols.

Market Indices

Track major indices including SPX, NDX, DJI, VIX, and more in real-time.

Supported Symbols

Equities

Standard stock ticker symbols (e.g., AAPL, MSFT, GOOGL, TSLA).

Indices

Major market indices are supported: SPX (S&P 500), NDX (Nasdaq 100), DJI (Dow Jones), VIX (Volatility Index), RUT (Russell 2000), COMP (Nasdaq Composite), NYA (NYSE Composite), OEX (S&P 100), MID (S&P MidCap 400), SML (S&P SmallCap 600).

Index symbols do not have bid/ask quote data. When subscribing to indices, use trade fields (lastPrice, openPrice, highPrice, lowPrice, etc.).

Options

Option contracts use OSI (Options Symbology Initiative) symbols (e.g., AAPL240119C00150000 for AAPL Jan 19 2024 $150 Call).When subscribing to options, set symbolType: "option" in your subscription request.

Data Types

Quote Data

Real-time bid/ask prices from the consolidated order book (NBBO - National Best Bid and Offer).

Trade Data

Last sale information, volume, and OHLC (Open-High-Low-Close) prices.

Level 2 / Order Book Data

Market depth showing quotes from multiple exchanges. Provides insight into supply and demand at different price levels across all market makers and exchanges.

Time & Sales Data

Real-time trade execution feed showing every trade as it happens, including price, size, timestamp, and exchange. Essential for tape reading and order flow analysis.

Greeks Data

Option Greeks (delta, gamma, theta, vega, rho) and implied volatility for option contracts. Delivers a last-known snapshot on subscribe, then streams real-time updates. Only available when symbolType: "option" and greeksFields is specified.

Market Status

Current market session state, exchange statuses, and pre-market or after-hours flags.

Level 2 data does not provide an initial snapshot - you will receive updates as they arrive from the market feed. Greeks data does provide an initial snapshot of the last known values upon subscribing.

Level 2: compact order book rows

Level 2 updates are forwarded from the market feed as compact string arrays. payload.data.orderBook entries use askSize:price:bidSize, and payload.data.quotes entries use exchange:askPrice:askSize:bidPrice:bidSize.Example:

{
  "orderBook": ["0:250.00:100", "100:272.55:0"],
  "quotes": ["EDGX:272.55:100:272.00:500"],
  "symbol": "AAPL",
  "timestamp": "2025-12-29T05:18:33.600000-05:00"
}

Message Framing (NDJSON)

For performance optimization, the server may coalesce multiple messages into a single WebSocket frame, separated by newline characters (\n). This is known as Newline-Delimited JSON (NDJSON).Clients MUST handle this by splitting incoming WebSocket frames on newline characters and parsing each line as a separate JSON message.

Example

A single WebSocket frame may contain:

{"type":"event","payload":{"action":"snapshot","type":"quote","symbol":"MSFT","data":{"bidPrice":189.94},"id":"sub-1","timestamp":1701450000123}}
{"type":"event","payload":{"action":"snapshot","type":"quote","symbol":"AAPL","data":{"bidPrice":172.21},"id":"sub-1","timestamp":1701450000124}}

Clients should split on \n and parse each line independently.

Requirements

WebSocket Client

Library that supports WSS protocol for secure WebSocket connections.

Authentication

Valid authentication token (if required by your environment).

JSON Parser

NDJSON message format handling capability for parsing streaming data.

Network Connectivity

Stable network connection to the WebSocket endpoint.

Use Cases

Portfolio Monitoring

Live price updates, bid/ask spreads, and intraday performance tracking for your holdings.

Trading Applications

Real-time market prices for order entry systems and trade execution platforms.

Market Dashboards

Display market trends and index movements (SPX, NDX, VIX) on your analytics dashboard.

Price Alert Systems

Trigger notifications on price thresholds, volume spikes, or custom market conditions.

Market Analysis Tools

Real-time data feeds for technical analysis and market research applications.

Authentication

If authentication is enabled, authenticate after opening the WebSocket and before subscribing. Auth uses the request/response envelope with POST /auth; the body is only the token object expected by the backend. Client sends:

{
  "type": "request",
  "id": "auth-001",
  "payload": {
    "method": "POST",
    "path": "/auth",
    "body": {
      "token": "eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9..."
    }
  }
}

Server responds:

{
  "type": "event",
  "payload": {
    "action": "authSuccess",
    "id": "auth-001",
    "data": {
      "expiresIn": 2700000
    },
    "timestamp": 1701450000123
  }
}

Subscribing to Market Data

Basic Subscription Structure

All subscription requests use the shared WebSocket envelope. The payload value is an array of symbol subscription objects.

{
  "type": "subscribe",
  "id": "optional-correlation-id",
  "payload": [
    {
      "symbol": "AAPL",
      "symbolType": "equity",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice", "totalVolume"],
      "level2": false,
      "timeAndSales": false,
      "timeAndSalesFields": ["price", "size"],
      "greeksFields": ["delta", "gamma"]
    }
  ]
}

symbolType defaults to equity. If quoteFields and tradeFields are both omitted, the backend subscribes to all quote and all trade fields for that symbol. Field lists (fields, quoteFields, tradeFields, timeAndSalesFields, greeksFields) accept either a string or an array of strings; arrays are recommended.

Subscription Examples

Basic Examples

Get just price and size data for AAPL:

{
  "type": "subscribe",
  "id": "sub-1",
  "payload": [
    {
      "symbol": "AAPL",
      "tradeFields": ["price", "size"]
    }
  ]
}

When both quoteFields and tradeFields are omitted, the backend subscribes to all quote and all trade fields:

{
  "type": "subscribe",
  "id": "sub-2",
  "payload": [
    {
      "symbol": "AAPL"
    }
  ]
}

Include only quoteFields when you do not want a trade subscription:

{
  "type": "subscribe",
  "id": "sub-quote-1",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "askPrice", "bidSize", "askSize"]
    }
  ]
}

Use "*" to subscribe to all available fields:

{
  "type": "subscribe",
  "id": "sub-4",
  "payload": [
    {
      "symbol": "GOOGL",
      "quoteFields": ["*"],
      "tradeFields": ["*"]
    }
  ]
}

Multiple Symbols

{
  "type": "subscribe",
  "id": "sub-3",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "bidSize", "askPrice", "askSize", "midPrice", "spread"]
    },
    {
      "symbol": "MSFT",
      "quoteFields": ["bidPrice", "bidSize", "askPrice", "askSize", "midPrice", "spread"]
    }
  ]
}

Different symbols can have different field subscriptions:

{
  "type": "subscribe",
  "id": "sub-6",
  "payload": [
    {
      "symbol": "AAPL",
      "tradeFields": ["lastPrice", "size", "netChange", "tick"]
    },
    {
      "symbol": "MSFT",
      "quoteFields": ["bidPrice", "askPrice", "spread"]
    },
    {
      "symbol": "GOOGL",
      "quoteFields": ["*"],
      "tradeFields": ["*"]
    }
  ]
}

Level 2 & Time & Sales

{
  "type": "subscribe",
  "id": "sub-l2-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true
    }
  ]
}

{
  "type": "subscribe",
  "id": "sub-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "timeAndSales": true
    }
  ]
}

Perfect for tape reading and order flow analysis:

{
  "type": "subscribe",
  "id": "sub-l2-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true,
      "timeAndSales": true
    }
  ]
}

Full Market Data Suite

Subscribe to quotes, trades, Level 2, and Time & Sales:

{
  "type": "subscribe",
  "id": "sub-full-1",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "askPrice", "midPrice", "spread"],
      "tradeFields": ["lastPrice", "size", "totalVolume", "netChange"],
      "level2": true,
      "timeAndSales": true
    }
  ]
}

Index Data

Indices do not have bid/ask quote data. Use tradeFields only.

{
  "type": "subscribe",
  "id": "sub-7",
  "payload": [
    {
      "symbol": "SPX",
      "tradeFields": ["lastPrice", "openPrice", "highPrice", "lowPrice", "netChange", "totalVolume"]
    }
  ]
}

{
  "type": "subscribe",
  "id": "sub-8",
  "payload": [
    {
      "symbol": "SPX",
      "tradeFields": ["lastPrice", "netChange"]
    },
    {
      "symbol": "NDX",
      "tradeFields": ["lastPrice", "netChange"]
    },
    {
      "symbol": "VIX",
      "tradeFields": ["lastPrice", "netChange"]
    }
  ]
}

Mixed Equities and Indices

{
  "type": "subscribe",
  "id": "sub-9",
  "payload": [
    {
      "symbol": "AAPL",
      "quoteFields": ["bidPrice", "askPrice", "midPrice"],
      "tradeFields": ["lastPrice", "netChange"]
    },
    {
      "symbol": "SPX",
      "tradeFields": ["lastPrice", "openPrice", "highPrice", "lowPrice"]
    }
  ]
}

Option Contracts

Options use OSI (Options Symbology Initiative) symbols. You must set symbolType: "option".

{
  "type": "subscribe",
  "id": "sub-10",
  "payload": [
    {
      "symbol": "AAPL240119C00150000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice", "midPrice", "spread", "openInterest"],
      "tradeFields": ["lastPrice", "totalVolume"]
    }
  ]
}

{
  "type": "subscribe",
  "id": "sub-11",
  "payload": [
    {
      "symbol": "AAPL240119C00150000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice"]
    },
    {
      "symbol": "AAPL240119C00155000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice"]
    },
    {
      "symbol": "AAPL240119P00145000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice"],
      "tradeFields": ["lastPrice"]
    }
  ]
}

Use "*" to receive all Greeks fields for an option contract:

{
  "type": "subscribe",
  "id": "sub-greeks-1",
  "payload": [
    {
      "symbol": "XSP281215C00920000",
      "symbolType": "option",
      "greeksFields": ["*"]
    }
  ]
}

Request only the Greeks you need to minimize bandwidth:

{
  "type": "subscribe",
  "id": "sub-greeks-2",
  "payload": [
    {
      "symbol": "AAPL240119C00150000",
      "symbolType": "option",
      "greeksFields": ["delta", "impliedVolatility"]
    }
  ]
}

Combine Greeks with quote data in a single subscription:

{
  "type": "subscribe",
  "id": "sub-greeks-3",
  "payload": [
    {
      "symbol": "AAPL240119C00150000",
      "symbolType": "option",
      "quoteFields": ["bidPrice", "askPrice", "midPrice"],
      "greeksFields": ["delta", "gamma", "theta", "vega", "impliedVolatility"]
    }
  ]
}

greeksFields is only applicable when symbolType is "option". Including it for equity symbols has no effect.

Available Fields Reference

Frequently used fields you can subscribe to, organized by data type. The wildcard ["*"] expands to every backend-supported field for that category.

Quote Fields

Subscribe to these fields using the quoteFields array. Use ["*"] for all fields.

Field	Description
`*`	Wildcard - Subscribe to all available quote fields
`bidPrice`	Current best bid price - the highest price a buyer is willing to pay
`bidChange`	Change in bid price from the previous quote update
`bidSize`	Number of shares available at the bid price (typically in round lots of 100)
`bidSizeChange`	Change in bid size from the previous quote update
`bidTimestamp`	Unix timestamp in milliseconds when the bid was last updated
`bidExchange`	Exchange code where the best bid originated (e.g., ‘Q’ for NASDAQ, ‘N’ for NYSE)
`askPrice`	Current best ask (offer) price - the lowest price a seller is willing to accept
`askChange`	Change in ask price from the previous quote update
`askSize`	Number of shares available at the ask price (typically in round lots of 100)
`askSizeChange`	Change in ask size from the previous quote update
`askTimestamp`	Unix timestamp in milliseconds when the ask was last updated
`askExchange`	Exchange code where the best ask originated (e.g., ‘Q’ for NASDAQ, ‘N’ for NYSE)
`quoteTimestamp`	Unix timestamp in milliseconds of the consolidated/top-of-book quote time
`midPrice`	Midpoint price calculated as (bidPrice + askPrice) / 2
`spread`	Bid-ask spread calculated as askPrice - bidPrice
`openInterest`	Total outstanding open contracts for the option (options only; include in `quoteFields` when `symbolType` is `"option"`)

Example:

"quoteFields": ["bidPrice", "askPrice", "bidSize", "askSize", "midPrice", "spread"]

Trade Fields

Subscribe to these fields using the tradeFields array. Use ["*"] for all fields.

Field	Description
`*`	Wildcard - Subscribe to all available trade fields
`price`	Last trade execution price (same as lastPrice in most cases)
`size`	Number of shares in the last trade execution
`totalVolume`	Cumulative trading volume for the current session (total shares traded)
`tickVolume`	Volume of shares traded in the most recent tick/update
`openPrice`	Opening price for the current trading session
`highPrice`	Highest price reached during the current trading session
`lowPrice`	Lowest price reached during the current trading session
`lastPrice`	Most recent trade price (last sale price)
`netChange`	Net price change from previous close (lastPrice - previousClosePrice)
`tick`	Tick direction indicator: ‘up’ (uptick), ‘down’ (downtick), or ‘unchanged’
`tradeSeq`	Trade sequence number - monotonically increasing identifier for each trade
`tradeTimestamp`	ISO 8601 timestamp of when the trade was executed
`closePrice`	Official closing price (may be from current or previous session depending on market hours)
`previousClosePrice`	Previous trading session’s official closing price, used to calculate netChange

Example:

"tradeFields": ["lastPrice", "size", "totalVolume", "netChange", "tick"]

For Indices: Use trade fields only. Indices do not have bid/ask quote data.

Time & Sales Fields

Subscribe to these fields using the timeAndSalesFields array when timeAndSales: true. Use ["*"] for all fields (default if not specified).

Field	Description
`*`	Wildcard - Subscribe to all available Time & Sales fields
`symbol`	The ticker symbol for the trade
`price`	Trade execution price
`size`	Number of shares in the trade
`tick`	Tick direction indicator: ‘up’ (uptick), ‘down’ (downtick), or ‘unchanged’
`tradeSeq`	Trade sequence number - monotonically increasing identifier for each trade
`tradeExchange`	Exchange code where the trade was executed (e.g., ‘Q’ for NASDAQ, ‘N’ for NYSE, ‘D’ for FINRA ADF)
`tradeTimestamp`	ISO 8601 timestamp of when the trade was executed

Example:

{
  "symbol": "AAPL",
  "timeAndSales": true,
  "timeAndSalesFields": ["price", "size", "tick", "tradeTimestamp", "tradeExchange"]
}

Time & Sales shows every individual trade execution in real-time. Essential for tape reading and order flow analysis.

Level 2 Fields

Level 2 data is enabled with level2: true. The response contains market depth across multiple exchanges in a compact format.

Field	Description
`symbol`	The ticker symbol for the order book
`orderBook`	Array of compact order book entries in format `"askSize:price:bidSize"`
`quotes`	Array of exchange quotes in format `"EXCHANGE:askPrice:askSize:bidPrice:bidSize"`
`timestamp`	ISO 8601 timestamp of the update

Order Book Format: Each entry in orderBook follows: "askSize:price:bidSize"

askSize: Number of shares at ask (0 if no ask)
price: Price level
bidSize: Number of shares at bid (0 if no bid)

Quotes Format: Each entry in quotes follows: "EXCHANGE:askPrice:askSize:bidPrice:bidSize"

EXCHANGE: Exchange code (NSDQ, NYSE, BATS, EDGX, etc.)
askPrice: Ask price at this exchange
askSize: Number of shares at ask
bidPrice: Bid price at this exchange
bidSize: Number of shares at bid

Example Response:

Format Guide:

orderBook: askSize:price:bidSize (e.g., "0:250.00:100" = 0 shares ask, $250.00 price, 100 shares bid)
quotes: exchange:askPrice:askSize:bidPrice:bidSize (e.g., "EDGX:272.55:100:272.00:500" = EDGX exchange, $272.55 ask with 100 shares,$ 272.00 bid with 500 shares)

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "level2nOB",
    "symbol": "AAPL",
    "data": {
      "orderBook": [
        "0:250.00:100",
        "0:271.00:100",
        "0:272.00:1000",
        "45:272.49:0",
        "100:272.55:0"
      ],
      "quotes": [
        "EDGX:272.55:100:272.00:500",
        "BATS:272.58:300:271.00:100",
        "NSDQ:272.49:45:272.40:10"
      ],
      "symbol": "AAPL",
      "timestamp": "2025-12-29T05:18:33.600000-05:00"
    },
    "timestamp": 1767003513653
  }
}

No Initial Snapshot: Level 2 data does not provide an initial snapshot. You will receive updates as they arrive from the market feed.

Greeks Fields

Subscribe to these fields using the greeksFields array. Only available for option contracts (symbolType: "option"). Use ["*"] for all fields.

Field	Description
`*`	Wildcard - Subscribe to all available Greeks fields
`delta`	Rate of change of option price per $1 move in the underlying. Ranges 0 to 1 for calls, -1 to 0 for puts
`gamma`	Rate of change of delta per $1 move in the underlying. Measures curvature of option value
`theta`	Daily time decay of the option price. Typically negative
`vega`	Rate of change of option price per 1% change in implied volatility
`rho`	Rate of change of option price per 1% change in the risk-free interest rate
`impliedVolatility`	Market-implied volatility as a decimal (e.g., `0.2752` = 27.52%)
`symbol`	The OSI symbol of the option contract
`timestamp`	ISO 8601 timestamp of when the Greeks were last calculated

Example (all Greeks):

"greeksFields": ["*"]

Example (selective fields):

"greeksFields": ["delta", "gamma", "impliedVolatility"]

greeksFields is only applicable when symbolType is "option". It has no effect for equity or index symbols.

Unsubscribing from Market Data

The WebSocket supports three unsubscribe modes for flexible subscription management.

Mode 1: Full Unsubscribe
Mode 2: Type-Specific
Mode 3: Field-Level

Remove all subscriptions for one or more symbols:

{
  "type": "unsubscribe",
  "id": "unsub-1",
  "payload": ["AAPL", "MSFT", "GOOGL"]
}

This removes all quote, trade, Level 2, Time & Sales, and Greeks subscriptions for the specified symbols.

Unsubscribe from specific data types while keeping others active:

Unsubscribe from Quotes Only

{
  "type": "unsubscribe",
  "id": "unsub-2",
  "payload": [
    {
      "symbol": "AAPL",
      "quote": true,
      "trade": false
    }
  ]
}

Unsubscribe from Trades Only

{
  "type": "unsubscribe",
  "id": "unsub-3",
  "payload": [
    {
      "symbol": "TSLA",
      "trade": true
    }
  ]
}

Unsubscribe from Level 2 Only

{
  "type": "unsubscribe",
  "id": "unsub-l2-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true
    }
  ]
}

Unsubscribe from Time & Sales Only

{
  "type": "unsubscribe",
  "id": "unsub-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "timeAndSales": true
    }
  ]
}

Unsubscribe from Level 2 and Time & Sales

{
  "type": "unsubscribe",
  "id": "unsub-l2-tns-1",
  "payload": [
    {
      "symbol": "AAPL",
      "level2": true,
      "timeAndSales": true
    }
  ]
}

Unsubscribe from All Greeks

{
  "type": "unsubscribe",
  "id": "unsub-greeks-1",
  "payload": [
    {
      "symbol": "XSP281215C00920000",
      "greeks": true
    }
  ]
}

Available type flags:

quote: boolean - Unsubscribe from all quote data
trade: boolean - Unsubscribe from all trade data
level2: boolean - Unsubscribe from Level 2 data
timeAndSales: boolean - Unsubscribe from Time & Sales data
greeks: boolean - Unsubscribe from all Greeks data (options only)

Remove specific fields while keeping the subscription active:

Unsubscribe from Specific Quote Fields

{
  "type": "unsubscribe",
  "id": "unsub-4",
  "payload": [
    {
      "symbol": "GOOGL",
      "quoteFields": ["bidChange", "askChange", "bidSizeChange", "askSizeChange"]
    }
  ]
}

Unsubscribe from Specific Trade Fields

{
  "type": "unsubscribe",
  "id": "unsub-5",
  "payload": [
    {
      "symbol": "AAPL",
      "tradeFields": ["tickVolume", "tick", "tradeSeq"]
    }
  ]
}

Unsubscribe from Mixed Fields

{
  "type": "unsubscribe",
  "id": "unsub-6",
  "payload": [
    {
      "symbol": "MSFT",
      "quoteFields": ["bidTimestamp", "askTimestamp"],
      "tradeFields": ["tradeTimestamp", "closePrice"]
    }
  ]
}

Field-level unsubscribe is supported for quote and trade fields. For Greeks, use greeks: true to remove the full Greeks subscription for an option symbol.

Unsubscribe Response

When you unsubscribe, the server confirms the action:

{
  "type": "event",
  "payload": {
    "action": "unsubscribe",
    "data": {
      "symbols": ["AAPL"]
    },
    "id": "unsub-1",
    "timestamp": 1701450000123
  }
}

Message Formats & Responses

Snapshot Responses

When you subscribe, you immediately receive a snapshot of current market data. The snapshot contains all requested fields.

Quote Snapshot Example

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 150.25,
      "bidSize": 500,
      "bidChange": 0.05,
      "bidSizeChange": 100,
      "bidTimestamp": 1701450000120,
      "bidExchange": "Q",
      "askPrice": 150.26,
      "askSize": 300,
      "askChange": 0.03,
      "askSizeChange": -50,
      "askTimestamp": 1701450000121,
      "askExchange": "N",
      "quoteTimestamp": 1701450000121,
      "midPrice": 150.255,
      "spread": 0.01
    },
    "id": "sub-1",
    "timestamp": 1701450000123
  }
}

Trade Snapshot Example

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "trade",
    "symbol": "AAPL",
    "data": {
      "price": 150.25,
      "lastPrice": 150.25,
      "size": 100,
      "totalVolume": 45678900,
      "tickVolume": 100,
      "openPrice": 149.50,
      "highPrice": 151.00,
      "lowPrice": 149.25,
      "closePrice": 149.80,
      "previousClosePrice": 149.80,
      "netChange": 0.45,
      "tick": "up",
      "tradeSeq": 123456,
      "tradeTimestamp": "2026-04-20T07:11:01.123000-04:00"
    },
    "id": "sub-1",
    "timestamp": 1701450000125
  }
}

Level 2 Update Example

Level 2 does not send an initial snapshot. You receive updates as they arrive.

Format Guide:

orderBook: askSize:price:bidSize
quotes: exchange:askPrice:askSize:bidPrice:bidSize

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "level2nOB",
    "symbol": "AAPL",
    "timestamp": 1701450000123,
    "data": {
      "orderBook": [
        "0:150.24:200",
        "0:150.24:300",
        "500:150.26:0",
        "300:150.26:0",
        "400:150.27:0"
      ],
      "quotes": [
        "NSDQ:150.26:500:150.25:400",
        "NYSE:150.27:200:150.24:200",
        "PACF:150.26:300:150.24:300"
      ],
      "symbol": "AAPL",
      "timestamp": "2025-12-29T05:18:33.123000-05:00"
    }
  }
}

Time & Sales Update Example

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "timeAndSales",
    "symbol": "AAPL",
    "timestamp": 1701450000458,
    "data": {
      "symbol": "AAPL",
      "price": "150.26",
      "size": "250",
      "tick": "up",
      "tradeSeq": "123457",
      "tradeExchange": "Q",
      "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00"
    }
  }
}

Each Time & Sales message represents a single trade execution. You may receive multiple messages per second during active trading.

Option Contract Snapshot

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "quote",
    "symbol": "AAPL240119C00150000",
    "data": {
      "bidPrice": 5.25,
      "askPrice": 5.30,
      "bidSize": 50,
      "askSize": 75,
      "midPrice": 5.275,
      "spread": 0.05,
      "openInterest": 12450
    },
    "id": "sub-opt-1",
    "timestamp": 1701450000123
  }
}

Greeks Snapshot & Update Example

Upon subscribing with greeksFields, the server immediately sends a snapshot of the last known Greeks values. Subsequent updates are streamed whenever Greeks are recalculated.1. Initial snapshot (received immediately on subscribe):

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "greeks",
    "symbol": "XSP281215C00920000",
    "timestamp": 1770975436651,
    "data": {
      "delta": 0.522,
      "gamma": 0.0386,
      "impliedVolatility": 0.2752,
      "symbol": "XSP281215C00920000",
      "theta": -0.0246,
      "rho": 0.004,
      "timestamp": "2026-02-13T15:07:16.65+05:30",
      "vega": 0.1606
    }
  }
}

2. Real-time update (streamed when Greeks change):

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "greeks",
    "symbol": "XSP281215C00920000",
    "timestamp": 1770975502651,
    "data": {
      "delta": 0.531,
      "gamma": 0.0391,
      "impliedVolatility": 0.2788,
      "symbol": "XSP281215C00920000",
      "theta": -0.0249,
      "rho": 0.004,
      "timestamp": "2026-02-13T15:08:22.10+05:30",
      "vega": 0.1618
    }
  }
}

Selective fields (using greeksFields: ["delta", "impliedVolatility"]):

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "greeks",
    "symbol": "AAPL240119C00150000",
    "timestamp": 1701450000890,
    "data": {
      "delta": 0.638,
      "impliedVolatility": 0.3105
    }
  }
}

Use action: "snapshot" vs action: "update" to distinguish the initial state from real-time changes. Only the fields you subscribed to are included in each message.

Update Responses

After the snapshot, you receive real-time updates with only changed fields:

Quote Update

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "quote",
    "symbol": "AAPL",
    "timestamp": 1701450001456,
    "data": {
      "bidPrice": 150.26,
      "bidSize": 600,
      "bidChange": 0.01,
      "bidSizeChange": 100,
      "bidTimestamp": 1701450001450
    }
  }
}

Bandwidth Optimization: Updates contain only fields that changed since the last message, minimizing network usage.

Trade Update

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "trade",
    "symbol": "GOOG",
    "timestamp": 1776683461767,
    "data": {
      "netChange": -3.1300000000000003,
      "price": 336.27000000000004,
      "size": 6,
      "symbol": "GOOG",
      "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00"
    }
  }
}

Market Status Updates

After successful authentication and whenever market status changes, the server can send a market status event:

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "marketStatus",
    "data": {
      "market": "open",
      "serverTime": "2026-05-13T10:30:00Z",
      "exchanges": {
        "nyse": "open",
        "nasdaq": "open"
      },
      "currencies": {
        "fx": "open"
      },
      "afterHours": false,
      "earlyHours": false
    },
    "timestamp": 1701450000123
  }
}

Streaming event structure

Streaming market data events use the following envelope:

Field	Type	Description
`type`	string	Outer envelope type. Streaming market data events use `event`.
`payload.action`	string	Event action: `snapshot` or `update`
`payload.type`	string	Data type: `quote`, `trade`, `level2nOB`, `timeAndSales`, `greeks`, or `marketStatus`
`payload.symbol`	string	The ticker or option symbol for symbol-specific events. Omitted for market status events.
`payload.data`	object	The event payload. Quote updates include only changed fields.
`payload.id`	string	Correlation ID when the server echoes a subscription request ID
`payload.timestamp`	integer	Event timestamp in Unix milliseconds

Market data, unsubscribe confirmations, auth responses, and subscription errors use type: "event" with an action-specific payload. Protocol ping replies use type: "pong". On-demand queries use type: "response".

Error Handling

Error Response Format

{
  "type": "event",
  "payload": {
    "action": "error",
    "symbol": "INVALID",
    "error": "symbol not found",
    "id": "sub-1",
    "timestamp": 1701450000123
  }
}

Common Error Messages

Message	Description	Resolution
`authentication required`	The connection must authenticate before this action	Send a `POST /auth` request message with a valid token
`invalid subscribe format`	Subscribe payload could not be parsed as an array of symbol requests	Send `payload` as an array of objects
`invalid unsubscribe format`	Unsubscribe payload could not be parsed as an array of strings or objects	Send `payload` as `["AAPL"]` or `[{ "symbol": "AAPL", "quote": true }]`
`no symbols provided`	The request did not include any symbols	Include at least one symbol
`too many symbols in request`	Request exceeded the backend symbol limit	Split symbols across multiple requests
`invalid quote fields: ...`	One or more quote field names are not supported	Check field names against the quote field list
`invalid trade fields: ...`	One or more trade field names are not supported	Check field names against the trade field list
`invalid greeks fields: ...`	One or more Greeks field names are not supported	Use only `delta`, `gamma`, `theta`, `vega`, `rho`, or `impliedVolatility`

Always implement error handling in your WebSocket client to handle network issues, invalid requests, and server errors gracefully.

Connection Management

Ping/Pong Keepalive

Send periodic pings to keep the WebSocket connection alive and detect network issues: Client sends:

{
  "type": "ping",
  "id": "ping-001"
}

Server responds:

{
  "type": "pong",
  "id": "ping-001",
  "timestamp": "2026-05-13T10:30:00Z",
  "payload": null
}

Recommended: Send a ping every 30-60 seconds to maintain the connection and detect disconnects quickly.

Handling Disconnects

const ws = new WebSocket('wss://api.aries.com/v1/market/ws');

ws.onclose = (event) => {
  console.log('WebSocket closed:', event.code, event.reason);

  // Implement reconnection logic with exponential backoff
  setTimeout(() => {
    reconnect();
  }, getBackoffDelay());
};

ws.onerror = (error) => {
  console.error('WebSocket error:', error);
};

Implement exponential backoff for reconnections: start with 1 second, then 2s, 4s, 8s, up to a maximum of 60 seconds.

Request/Response Pattern

Besides streaming subscriptions, the WebSocket supports on-demand queries using a RESTful-style request/response pattern.

Get Option Expiry Dates

Query all available expiration dates for an underlying symbol: Request:

{
  "type": "request",
  "id": "req-expiry-1",
  "payload": {
    "method": "GET",
    "path": "/options/AAPL/expiry-dates"
  }
}

Response:

{
  "type": "response",
  "id": "req-expiry-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDates": [
        {
          "date": "2024-01-19"
        },
        {
          "date": "2024-02-16"
        },
        {
          "date": "2024-03-15"
        },
        {
          "date": "2024-04-19"
        }
      ]
    }
  }
}

Get Option Contract Symbols

Query all call and put contracts for a symbol and expiration date: Request:

{
  "type": "request",
  "id": "req-contracts-1",
  "payload": {
    "method": "GET",
    "path": "/options/AAPL/contracts/2024-01-19"
  }
}

For weekly contracts, include the optional frequency path segment:

{
  "type": "request",
  "id": "req-contracts-weekly-1",
  "payload": {
    "method": "GET",
    "path": "/options/SPX/contracts/2024-01-19/W"
  }
}

Response:

{
  "type": "response",
  "id": "req-contracts-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDate": "2024-01-19",
      "calls": [
        {
          "symbol": "AAPL240119C00145000",
          "strikePrice": 145.00
        },
        {
          "symbol": "AAPL240119C00150000",
          "strikePrice": 150.00
        }
      ],
      "puts": [
        {
          "symbol": "AAPL240119P00145000",
          "strikePrice": 145.00
        },
        {
          "symbol": "AAPL240119P00150000",
          "strikePrice": 150.00
        }
      ]
    }
  }
}

Request Responses

Successful request replies are returned as type: "response" with payload.status and payload.data. Request/response errors use type: "response" with payload.status and payload.error. Streaming subscription errors use type: "event" with payload.action: "error".

Messages

{
  "type": "request",
  "id": "auth-001",
  "payload": {
    "method": "POST",
    "path": "/auth",
    "body": {
      "token": "eyJhbGciOiJSUzI1NiIsInR5cCI6IkpXVCJ9.eyJzdWIiOiJ1c2VyLTEyMzQ1IiwiZXhwIjoxNzAxNDUzNjAwfQ.signature"
    }
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 190.04,
      "askPrice": 190.06,
      "midPrice": 190.05,
      "spread": 0.02,
      "quoteTimestamp": 1701450001000
    },
    "timestamp": 1701450001123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "level2nOB",
    "symbol": "AAPL",
    "data": {
      "orderBook": [
        "0:150.24:200",
        "500:150.26:0"
      ],
      "quotes": [
        "NSDQ:150.26:500:150.25:400",
        "NYSE:150.27:200:150.24:200"
      ],
      "symbol": "AAPL",
      "timestamp": "2025-12-29T05:18:33.600000-05:00"
    },
    "timestamp": 1701450000123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "timeAndSales",
    "symbol": "AAPL",
    "data": {
      "symbol": "AAPL",
      "price": "189.95",
      "size": "100",
      "tick": "up",
      "tradeSeq": "123456789",
      "tradeExchange": "Q",
      "tradeTimestamp": "2026-04-20T07:11:01.717000-04:00"
    },
    "timestamp": 1701450001123
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "greeks",
    "symbol": "XSP281215C00920000",
    "data": {
      "delta": 0.531,
      "gamma": 0.0391,
      "impliedVolatility": 0.2788,
      "symbol": "XSP281215C00920000",
      "theta": -0.0249,
      "rho": 0.004,
      "timestamp": "2026-02-13T15:08:22.10+05:30",
      "vega": 0.1618
    },
    "timestamp": 1770975502651
  }
}

{
  "type": "event",
  "payload": {
    "action": "refreshAuth",
    "data": {
      "message": "authentication expires soon, please re-authenticate",
      "expiresIn": 300000
    },
    "timestamp": 1701450000123
  }
}

{
  "type": "event",
  "payload": {
    "action": "snapshot",
    "type": "quote",
    "symbol": "AAPL",
    "data": {
      "bidPrice": 189.94,
      "bidSize": 100,
      "askPrice": 189.96,
      "askSize": 200,
      "midPrice": 189.95,
      "spread": 0.02,
      "quoteTimestamp": 1701450000000
    },
    "id": "sub-2",
    "timestamp": 1701450000123
  }
}

{
  "type": "response",
  "id": "req-expiry-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDates": [
        {
          "date": "2024-01-19"
        },
        {
          "date": "2024-01-26",
          "freq": "W"
        },
        {
          "date": "2024-02-16"
        }
      ]
    }
  }
}

{
  "type": "response",
  "id": "req-contracts-1",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "expiryDate": "2024-01-19",
      "calls": [
        {
          "symbol": "AAPL240119C00145000",
          "strikePrice": 145
        },
        {
          "symbol": "AAPL240119C00150000",
          "strikePrice": 150
        }
      ],
      "puts": [
        {
          "symbol": "AAPL240119P00145000",
          "strikePrice": 145
        },
        {
          "symbol": "AAPL240119P00150000",
          "strikePrice": 150
        }
      ]
    }
  }
}

{
  "type": "response",
  "id": "req-003",
  "timestamp": "2026-01-07T15:17:32Z",
  "payload": {
    "status": 200,
    "data": {
      "symbol": "AAPL",
      "name": "Apple Inc.",
      "description": "Apple Inc. is a preeminent American multinational technology company renowned for its innovative consumer electronics, software, and online services.",
      "assetType": "Common Stock",
      "sector": "TECHNOLOGY",
      "industry": "CONSUMER ELECTRONICS",
      "address": "ONE APPLE PARK WAY, CUPERTINO, CA, UNITED STATES, 95014",
      "sicCode": "3663",
      "fiscalYearEnd": "September",
      "latestQuarter": "2025-09-30",
      "lastPrice": "261.9",
      "price": "261.968295",
      "openPrice": "263.59999999999997",
      "highPrice": "263.68",
      "lowPrice": "261.21",
      "closePrice": "262.428295",
      "netChange": "-0.45999999999999996",
      "bidPrice": "261.98",
      "bidSize": "400",
      "askPrice": "261.99",
      "askSize": "100",
      "midPrice": "261.985",
      "spread": "0.009999999999990905",
      "bidExchange": "NQEX|Nasdaq Exchange",
      "askExchange": "NQEX|Nasdaq Exchange",
      "tradeExchange": "NQNX|Nasdaq Trade Reporting Facility",
      "totalVolume": "10781409",
      "avgVolume4Weeks": "41245325",
      "tick": "-1",
      "tradeSeq": "13264647",
      "quoteTimestamp": "2026-01-07T10:16:56.961000-05:00",
      "tradeTimestamp": "2026-01-07T10:17:31.398000-05:00",
      "high52WeekPrice": "288.62",
      "high52WeekDate": "2025-12-03T00:00:00.000Z",
      "low52WeekPrice": "169.2101",
      "low52WeekDate": "2025-04-08T00:00:00.000Z",
      "movingAverage50Day": "269.52",
      "movingAverage200Day": "229.91",
      "marketCapitalization": "4021300494000",
      "sharesOutstanding": "14776353",
      "eps": "7.4",
      "EPSDiluted": "1.84",
      "dilutedEPSTTM": "7.4",
      "EPSLatest12Month": "89.690722",
      "EPS3YearGrowthRate": "12.566554",
      "EPS5YearGrowthRate": "19.982310000000002",
      "PE": "35.1689",
      "trailingPE": "36.62",
      "forwardPE": "33.0",
      "pegRatio": "2.769",
      "priceToBookRatio": "54.84",
      "priceToSalesRatioTTM": "9.66",
      "bookValue": "4.991",
      "beta": "1.107",
      "dividend": "0.26",
      "dividendPerShare": "1.02",
      "dividendYield": "0.0037",
      "revenueTTM": "416161006000",
      "revenuePerShareTTM": "27.84",
      "grossProfitTTM": "195201008000",
      "ebitda": "144748003000",
      "profitMargin": "0.269",
      "operatingMarginTTM": "0.317",
      "returnOnAssetsTTM": "0.23",
      "returnOnEquityTTM": "1.714",
      "evToRevenue": "9.82",
      "evToEBITDA": "28.24",
      "quarterlyEarningsGrowthYOY": "0.912",
      "quarterlyRevenueGrowthYOY": "0.079",
      "assets": "359241000",
      "liabilities": "285508000",
      "longTermDebt": "986570000",
      "alphaVantageUpdatedAt": "2025-12-23T11:29:26Z",
      "type": "ETRADE",
      "size": "1"
    }
  }
}

{
  "type": "event",
  "payload": {
    "action": "update",
    "type": "marketStatus",
    "data": {
      "market": "open",
      "serverTime": "2026-05-13T10:30:00Z",
      "exchanges": {
        "nyse": "open",
        "nasdaq": "open"
      },
      "currencies": {
        "fx": "open"
      },
      "afterHours": false,
      "earlyHours": false
    },
    "timestamp": 1701450000123
  }
}

Auth Request

type:object

Request to authenticate the WebSocket connection

Subscribe Request

type:object

Request to subscribe to market data for one or more symbols

Unsubscribe Request

type:object

Request to unsubscribe from market data

Ping Request

type:object

Keep-alive ping message

Get Expiry Dates Request

type:object

Request to get option expiration dates for a symbol

Get Contract Symbols Request

type:object

Request to get option contract symbols for a symbol and expiry date

Get Equity Snapshot Request

type:object

Request to get a full snapshot of equity data for a symbol

Quote Update

type:object

Real-time quote update for a subscribed symbol

Trade Update

type:object

Real-time trade/price update for a subscribed symbol

Level 2 / Order Book Update

type:object

Real-time Level 2 order book update showing market depth across exchanges

Time & Sales Update

type:object

Real-time trade execution from the time and sales feed

Greeks Update

type:object

Greeks snapshot on subscribe and real-time updates for an option contract

Error Response

type:object

Error message from the server

Auth Required Response

type:object

Server requests authentication

Refresh Auth Response

type:object

Server warns authentication expires soon

Auth Expired Response

type:object

Server notifies authentication has expired

Auth Success Response

type:object

Successful authentication response

Snapshot Response

type:object

Initial snapshot of market data after subscription

Unsubscribe Response

type:object

Confirmation of unsubscribe request

Pong Response

type:object

Response to ping request

Get Expiry Dates Response

type:object

Response containing option expiration dates

Get Contract Symbols Response

type:object

Response containing option contract symbols (calls and puts)

Get Equity Snapshot Response

type:object

Response containing comprehensive equity data snapshot

Market Status Update

type:object

Current market session status

WebSockets Charting WebSocket

Overview

WebSockets

Documentation Index

Field-Level Subscriptions

Real-Time Updates

Initial Snapshot

Multi-Symbol Support

Equities & Options

Market Indices

​Equities

​Indices

​Options

Quote Data

Trade Data

Level 2 / Order Book Data

Time & Sales Data

Greeks Data

Market Status

​Example

WebSocket Client

Authentication

JSON Parser

Network Connectivity

Portfolio Monitoring

Trading Applications

Market Dashboards

Price Alert Systems

Market Analysis Tools

​Authentication

​Subscribing to Market Data

​Basic Subscription Structure

​Subscription Examples

​Subscribe to Trade Fields Only

​Subscribe to All Quote and Trade Fields

​Subscribe to Quote Fields Only

​Subscribe to All Fields Using Wildcard

​Subscribe to Specific Quote Fields for Multiple Symbols

​Subscribe to Multiple Symbols with Different Fields

​Subscribe to Level 2 Order Book Data

​Subscribe to Time & Sales Data

​Subscribe to Both Level 2 and Time & Sales

​Full Market Data Suite

​Subscribe to S&P 500 Index

​Subscribe to Multiple Indices

​Mixed Equities and Indices

​Subscribe to a Single Option Contract

​Subscribe to Multiple Option Contracts

​Subscribe to All Greeks (Wildcard)

​Subscribe to Specific Greeks Fields

​Subscribe to Greeks Alongside Quotes

​Available Fields Reference

​Unsubscribing from Market Data

​Unsubscribe from Quotes Only

​Unsubscribe from Trades Only

​Unsubscribe from Level 2 Only

​Unsubscribe from Time & Sales Only

​Unsubscribe from Level 2 and Time & Sales

​Unsubscribe from All Greeks

​Unsubscribe from Specific Quote Fields

​Unsubscribe from Specific Trade Fields

​Unsubscribe from Mixed Fields

​Unsubscribe Response

​Message Formats & Responses

​Snapshot Responses

​Update Responses

​Market Status Updates

​Streaming event structure

​Error Handling

​Error Response Format

​Common Error Messages

​Connection Management

​Ping/Pong Keepalive

​Handling Disconnects

​Request/Response Pattern

​Get Option Expiry Dates

​Get Option Contract Symbols

​Request Responses

Equities

Indices

Options

Example

Authentication

Subscribing to Market Data

Basic Subscription Structure

Subscription Examples

Subscribe to Trade Fields Only

Subscribe to All Quote and Trade Fields

Subscribe to Quote Fields Only

Subscribe to All Fields Using Wildcard

Subscribe to Specific Quote Fields for Multiple Symbols

Subscribe to Multiple Symbols with Different Fields

Subscribe to Level 2 Order Book Data

Subscribe to Time & Sales Data

Subscribe to Both Level 2 and Time & Sales

Full Market Data Suite

Subscribe to S&P 500 Index

Subscribe to Multiple Indices

Mixed Equities and Indices

Subscribe to a Single Option Contract

Subscribe to Multiple Option Contracts

Subscribe to All Greeks (Wildcard)

Subscribe to Specific Greeks Fields

Subscribe to Greeks Alongside Quotes

Available Fields Reference

Unsubscribing from Market Data

Unsubscribe from Quotes Only

Unsubscribe from Trades Only

Unsubscribe from Level 2 Only

Unsubscribe from Time & Sales Only

Unsubscribe from Level 2 and Time & Sales

Unsubscribe from All Greeks

Unsubscribe from Specific Quote Fields

Unsubscribe from Specific Trade Fields

Unsubscribe from Mixed Fields

Unsubscribe Response

Message Formats & Responses

Snapshot Responses

Update Responses

Market Status Updates

Streaming event structure

Error Handling

Error Response Format

Common Error Messages

Connection Management

Ping/Pong Keepalive

Handling Disconnects

Request/Response Pattern

Get Option Expiry Dates

Get Option Contract Symbols

Request Responses